Replication Code for: \"Loss Sharing in Central Clearinghouses: Winners and Losers\"

DataONE2023-12-20 更新2024-06-08 收录

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资源简介：

This Matlab code replicates the figures from the paper \"Loss Sharing in Central Clearinghouses: Winners and Losers\" by Kubitza, Pelizzon and Getmansky Sherman (2023), Review of Asset Pricing Studies.

创建时间：

2024-03-06